+77.7%
TSLA vs P
+203.4%
-125.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.7% | +0.7% |
| 7D | +15.6% | +17.8% | -2.2% | +10.1% |
| 30D | +5.9% | -29.9% | +35.8% | +16.7% |
| 3M | +21.4% | -1.2% | +22.5% | +19.7% |
| 6M | -8.3% | +32.1% | -40.4% | -18.7% |
| YTD | -11.6% | +64.3% | -75.9% | -27.6% |
| 1Y | -7.7% | +24.3% | -32.0% | -19.9% |
| All | +77.7% | +203.4% | -125.7% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded P wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling